Nonstationary refers to a time series or time series process which has no natural mean. This condition is an accurate representation of many financial time series such as stocks or volatilities. This compares to Stationary.
Barry Goldsmith
| APA | Barry Goldsmith. (2010). nonstationary. Retrieved September 28, 2026, from http://smartdefine.org/nonstationary/definitions/1159315 |
| Chicago | Barry Goldsmith. 2010. "nonstationary" http://smartdefine.org/nonstationary/definitions/1159315 (accessed September 28, 2026). |
| Harvard | Barry Goldsmith 2010, nonstationary, Smart Define, viewed 28 September, 2026, <http://smartdefine.org/nonstationary/definitions/1159315>. |
| MLA | Barry Goldsmith. "nonstationary" 21 October 2010. Web. 28 September 2026. <http://smartdefine.org/nonstationary/definitions/1159315> |